+206.1%
GLD vs VGT
+716.3%
-510.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.3% |
| 7D | -4.6% | +2.5% | -7.0% | -4.8% |
| 30D | -5.5% | -9.5% | +4.0% | -4.7% |
| 3M | -10.9% | -9.5% | -1.4% | -10.2% |
| 6M | -17.4% | -1.8% | -15.7% | -17.3% |
| YTD | -10.3% | +18.4% | -28.7% | -11.3% |
| 1Y | -7.2% | +18.7% | -25.9% | -8.2% |
| 3Y | +96.9% | +103.8% | -6.9% | +89.0% |
| 5Y | +103.8% | +104.4% | -0.6% | +94.2% |
| All | +206.1% | +716.3% | -510.1% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VGT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling